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case inl.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ≥0
⊢ singularPart (↑r • s) μ = ↑r • singularPart s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
| exact singularPart_smul_nnreal s μ r | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case inr
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
⊢ singularPart (r • s) μ = r • singularPart s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| | inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case inr
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
⊢ singularPart (r • s) μ = r • singularPart s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
| rw [singularPart, singularPart] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case inr
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
⊢ toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) -
toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) =
r •
(toSignedMeasure (Measure.singularPart (toJordanDecomposition s).posPart μ) -
toSignedMeasure (Measure.singularPart (toJordanDecomposition s).negPart μ)) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
| conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) -
toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
| congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) -
toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
| congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) -
toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
| congr | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ)
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
| · congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· | congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· | congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).posPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· | congr | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).posPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
| · rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).posPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· | rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).posPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· | rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).posPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· | rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
| · congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· | congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· | congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| toSignedMeasure (Measure.singularPart (toJordanDecomposition (r • s)).negPart μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· | congr | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).negPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
| · rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).negPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· | rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).negPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· | rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case a.μ
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
| Measure.singularPart (toJordanDecomposition (r • s)).negPart μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· | rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case inr
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
r : ℝ
hr : r < 0
⊢ toSignedMeasure (Real.toNNReal (-r) • Measure.singularPart (toJordanDecomposition s).negPart μ) -
toSignedMeasure (Real.toNNReal (-r) • Measure.singularPart (toJordanDecomposition s).posPart μ) =
r •
(toSignedMeasure (Measure.singularPart (toJordanDecomposition s).posPart μ) -
toSignedMeasure (Measure.singularPart (toJordanDecomposition s).negPart μ)) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
| rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg] | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.363_0.HPGboz0rhL6sBes | nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝¹ : HaveLebesgueDecomposition s μ
inst✝ : HaveLebesgueDecomposition t μ
⊢ singularPart (s + t) μ = singularPart s μ + singularPart t μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
| refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm | theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.383_0.HPGboz0rhL6sBes | theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝¹ : HaveLebesgueDecomposition s μ
inst✝ : HaveLebesgueDecomposition t μ
⊢ s + t = singularPart s μ + singularPart t μ + withDensityᵥ μ (rnDeriv s μ + rnDeriv t μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
| rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq] | theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.383_0.HPGboz0rhL6sBes | theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝¹ : HaveLebesgueDecomposition s μ
inst✝ : HaveLebesgueDecomposition t μ
⊢ singularPart (s - t) μ = singularPart s μ - singularPart t μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
| rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg] | theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.396_0.HPGboz0rhL6sBes | theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
⊢ f =ᶠ[ae μ] rnDeriv s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
| set f' := hfi.1.mk f | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
f' : α → ℝ := AEStronglyMeasurable.mk f (_ : AEStronglyMeasurable f μ)
⊢ f =ᶠ[ae μ] rnDeriv s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
| have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
f' : α → ℝ := AEStronglyMeasurable.mk f (_ : AEStronglyMeasurable f μ)
⊢ s = t + withDensityᵥ μ f' | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
| convert hadd using 2 | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.e'_3.h.e'_6
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
f' : α → ℝ := AEStronglyMeasurable.mk f (_ : AEStronglyMeasurable f μ)
⊢ withDensityᵥ μ f' = withDensityᵥ μ f | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
| exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
f' : α → ℝ := AEStronglyMeasurable.mk f (_ : AEStronglyMeasurable f μ)
hadd' : s = t + withDensityᵥ μ f'
⊢ f =ᶠ[ae μ] rnDeriv s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
| have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd' | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
f' : α → ℝ := AEStronglyMeasurable.mk f (_ : AEStronglyMeasurable f μ)
hadd' : s = t + withDensityᵥ μ f'
this : HaveLebesgueDecomposition s μ
⊢ f =ᶠ[ae μ] rnDeriv s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
| refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
s t✝ t : SignedMeasure α
f : α → ℝ
hfi : Integrable f
htμ : t ⟂ᵥ toENNRealVectorMeasure μ
hadd : s = t + withDensityᵥ μ f
f' : α → ℝ := AEStronglyMeasurable.mk f (_ : AEStronglyMeasurable f μ)
hadd' : s = t + withDensityᵥ μ f'
this : HaveLebesgueDecomposition s μ
⊢ withDensityᵥ μ (rnDeriv s μ) = withDensityᵥ μ f | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
| rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq] | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.402_0.HPGboz0rhL6sBes | /-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
inst✝ : HaveLebesgueDecomposition s μ
⊢ rnDeriv (-s) μ =ᶠ[ae μ] -rnDeriv s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
| refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _ | theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.418_0.HPGboz0rhL6sBes | theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
inst✝ : HaveLebesgueDecomposition s μ
⊢ withDensityᵥ μ (rnDeriv (-s) μ) = withDensityᵥ μ (-rnDeriv s μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
| rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq] | theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.418_0.HPGboz0rhL6sBes | theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
inst✝ : HaveLebesgueDecomposition s μ
r : ℝ
⊢ rnDeriv (r • s) μ =ᶠ[ae μ] r • rnDeriv s μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
| refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _ | theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.427_0.HPGboz0rhL6sBes | theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t s : SignedMeasure α
μ : Measure α
inst✝ : HaveLebesgueDecomposition s μ
r : ℝ
⊢ withDensityᵥ μ (rnDeriv (r • s) μ) = withDensityᵥ μ (r • rnDeriv s μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
| rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq] | theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.427_0.HPGboz0rhL6sBes | theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝² : HaveLebesgueDecomposition s μ
inst✝¹ : HaveLebesgueDecomposition t μ
inst✝ : HaveLebesgueDecomposition (s + t) μ
⊢ rnDeriv (s + t) μ =ᶠ[ae μ] rnDeriv s μ + rnDeriv t μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
| refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _ | theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.437_0.HPGboz0rhL6sBes | theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝² : HaveLebesgueDecomposition s μ
inst✝¹ : HaveLebesgueDecomposition t μ
inst✝ : HaveLebesgueDecomposition (s + t) μ
⊢ withDensityᵥ μ (rnDeriv (s + t) μ) = withDensityᵥ μ (rnDeriv s μ + rnDeriv t μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
| rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq] | theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.437_0.HPGboz0rhL6sBes | theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝¹ : HaveLebesgueDecomposition s μ
inst✝ : HaveLebesgueDecomposition t μ
hst : HaveLebesgueDecomposition (s - t) μ
⊢ rnDeriv (s - t) μ =ᶠ[ae μ] rnDeriv s μ - rnDeriv t μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
| rw [sub_eq_add_neg] at hst | theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.450_0.HPGboz0rhL6sBes | theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝¹ : HaveLebesgueDecomposition s μ
inst✝ : HaveLebesgueDecomposition t μ
hst : HaveLebesgueDecomposition (s + -t) μ
⊢ rnDeriv (s - t) μ =ᶠ[ae μ] rnDeriv s μ - rnDeriv t μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
| rw [sub_eq_add_neg, sub_eq_add_neg] | theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.450_0.HPGboz0rhL6sBes | theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
s✝ t✝ s t : SignedMeasure α
μ : Measure α
inst✝¹ : HaveLebesgueDecomposition s μ
inst✝ : HaveLebesgueDecomposition t μ
hst : HaveLebesgueDecomposition (s + -t) μ
⊢ rnDeriv (s + -t) μ =ᶠ[ae μ] rnDeriv s μ + -rnDeriv t μ | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
| exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _)) | theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.450_0.HPGboz0rhL6sBes | theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
c✝ c : ComplexMeasure α
μ : Measure α
⊢ Integrable (rnDeriv c μ) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
| rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff] | theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.489_0.HPGboz0rhL6sBes | theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ✝ ν : Measure α
c✝ c : ComplexMeasure α
μ : Measure α
⊢ Memℒp (fun x => IsROrC.re (rnDeriv c μ x)) 1 ∧ Memℒp (fun x => IsROrC.im (rnDeriv c μ x)) 1 | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
| exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩ | theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.489_0.HPGboz0rhL6sBes | theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
⊢ singularPart c μ + Measure.withDensityᵥ μ (rnDeriv c μ) = c | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
| conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
| c | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => | rw [← c.toComplexMeasure_to_signedMeasure] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
| c | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => | rw [← c.toComplexMeasure_to_signedMeasure] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
| c | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => | rw [← c.toComplexMeasure_to_signedMeasure] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
⊢ singularPart c μ + Measure.withDensityᵥ μ (rnDeriv c μ) = SignedMeasure.toComplexMeasure (re c) (im c) | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
| ext i hi : 1 | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ ↑(singularPart c μ + Measure.withDensityᵥ μ (rnDeriv c μ)) i = ↑(SignedMeasure.toComplexMeasure (re c) (im c)) i | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
| rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ ↑(singularPart c μ) i + ↑(Measure.withDensityᵥ μ (rnDeriv c μ)) i = { re := ↑(re c) i, im := ↑(im c) i } | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
| apply Complex.ext | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ (↑(singularPart c μ) i + ↑(Measure.withDensityᵥ μ (rnDeriv c μ)) i).re = { re := ↑(re c) i, im := ↑(im c) i }.re | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· | rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ (↑(singularPart c μ) i).re + ↑(Measure.withDensityᵥ μ fun a => (rnDeriv c μ a).re) i =
{ re := ↑(re c) i, im := ↑(im c) i }.re | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· | change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _ | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ ↑(SignedMeasure.singularPart (re c) μ + Measure.withDensityᵥ μ (SignedMeasure.rnDeriv (re c) μ)) i =
{ re := ↑(re c) i, im := ↑(im c) i }.re | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
| rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ Integrable fun a => (rnDeriv c μ a).re | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· | exact SignedMeasure.integrable_rnDeriv _ _ | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ (↑(singularPart c μ) i + ↑(Measure.withDensityᵥ μ (rnDeriv c μ)) i).im = { re := ↑(re c) i, im := ↑(im c) i }.im | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· | rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ (↑(singularPart c μ) i).im + ↑(Measure.withDensityᵥ μ fun a => (rnDeriv c μ a).im) i =
{ re := ↑(re c) i, im := ↑(im c) i }.im | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi]
· | change (c.im.singularPart μ + μ.withDensityᵥ (c.im.rnDeriv μ)) i = _ | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
case h.a
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ ↑(SignedMeasure.singularPart (im c) μ + Measure.withDensityᵥ μ (SignedMeasure.rnDeriv (im c) μ)) i =
{ re := ↑(re c) i, im := ↑(im c) i }.im | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi]
· change (c.im.singularPart μ + μ.withDensityᵥ (c.im.rnDeriv μ)) i = _
| rw [c.im.singularPart_add_withDensity_rnDeriv_eq μ] | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi]
· change (c.im.singularPart μ + μ.withDensityᵥ (c.im.rnDeriv μ)) i = _
| Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν : Measure α
c : ComplexMeasure α
inst✝ : HaveLebesgueDecomposition c μ
i : Set α
hi : MeasurableSet i
⊢ Integrable fun a => (rnDeriv c μ a).im | /-
Copyright (c) 2021 Kexing Ying. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Kexing Ying
-/
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
/-!
# Lebesgue decomposition
This file proves the Lebesgue decomposition theorem for signed measures. The Lebesgue decomposition
theorem states that, given two σ-finite measures `μ` and `ν`, there exists a σ-finite measure `ξ`
and a measurable function `f` such that `μ = ξ + fν` and `ξ` is mutually singular with respect
to `ν`.
## Main definitions
* `MeasureTheory.SignedMeasure.HaveLebesgueDecomposition` : A signed measure `s` and a
measure `μ` is said to `HaveLebesgueDecomposition` if both the positive part and negative
part of `s` `HaveLebesgueDecomposition` with respect to `μ`.
* `MeasureTheory.SignedMeasure.singularPart` : The singular part between a signed measure `s`
and a measure `μ` is simply the singular part of the positive part of `s` with respect to `μ`
minus the singular part of the negative part of `s` with respect to `μ`.
* `MeasureTheory.SignedMeasure.rnDeriv` : The Radon-Nikodym derivative of a signed
measure `s` with respect to a measure `μ` is the Radon-Nikodym derivative of the positive part of
`s` with respect to `μ` minus the Radon-Nikodym derivative of the negative part of `s` with
respect to `μ`.
## Main results
* `MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq` :
the Lebesgue decomposition theorem between a signed measure and a σ-finite positive measure.
## Tags
Lebesgue decomposition theorem
-/
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
/-- A signed measure `s` is said to `HaveLebesgueDecomposition` with respect to a measure `μ`
if the positive part and the negative part of `s` both `HaveLebesgueDecomposition` with
respect to `μ`. -/
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `infer_instance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine'
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
/-- Given a signed measure `s` and a measure `μ`, `s.singularPart μ` is the signed measure
such that `s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s` and
`s.singularPart μ` is mutually singular with respect to `μ`. -/
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine' JordanDecomposition.toSignedMeasure_injective _
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
· rw [totalVariation, this]
#align measure_theory.signed_measure.singular_part_total_variation MeasureTheory.SignedMeasure.singularPart_totalVariation
nonrec theorem mutuallySingular_singularPart (s : SignedMeasure α) (μ : Measure α) :
singularPart s μ ⟂ᵥ μ.toENNRealVectorMeasure := by
rw [mutuallySingular_ennreal_iff, singularPart_totalVariation,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure]
exact (mutuallySingular_singularPart _ _).add_left (mutuallySingular_singularPart _ _)
#align measure_theory.signed_measure.mutually_singular_singular_part MeasureTheory.SignedMeasure.mutuallySingular_singularPart
end
/-- The Radon-Nikodym derivative between a signed measure and a positive measure.
`rnDeriv s μ` satisfies `μ.withDensityᵥ (s.rnDeriv μ) = s`
if and only if `s` is absolutely continuous with respect to `μ` and this fact is known as
`MeasureTheory.SignedMeasure.absolutelyContinuous_iff_withDensity_rnDeriv_eq`
and can be found in `MeasureTheory.Decomposition.RadonNikodym`. -/
def rnDeriv (s : SignedMeasure α) (μ : Measure α) : α → ℝ := fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal
#align measure_theory.signed_measure.rn_deriv MeasureTheory.SignedMeasure.rnDeriv
-- Porting note: The generated equation theorem is the form of `rnDeriv s μ x`.
theorem rnDeriv_def (s : SignedMeasure α) (μ : Measure α) : rnDeriv s μ = fun x =>
(s.toJordanDecomposition.posPart.rnDeriv μ x).toReal -
(s.toJordanDecomposition.negPart.rnDeriv μ x).toReal :=
rfl
attribute [eqns rnDeriv_def] rnDeriv
variable {s t : SignedMeasure α}
@[measurability]
theorem measurable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Measurable (rnDeriv s μ) := by
rw [rnDeriv]
measurability
#align measure_theory.signed_measure.measurable_rn_deriv MeasureTheory.SignedMeasure.measurable_rnDeriv
theorem integrable_rnDeriv (s : SignedMeasure α) (μ : Measure α) : Integrable (rnDeriv s μ) μ := by
refine' Integrable.sub _ _ <;>
· constructor
· apply Measurable.aestronglyMeasurable; measurability
exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne
#align measure_theory.signed_measure.integrable_rn_deriv MeasureTheory.SignedMeasure.integrable_rnDeriv
variable (s μ)
/-- **The Lebesgue Decomposition theorem between a signed measure and a measure**:
Given a signed measure `s` and a σ-finite measure `μ`, there exist a signed measure `t` and a
measurable and integrable function `f`, such that `t` is mutually singular with respect to `μ`
and `s = t + μ.withDensityᵥ f`. In this case `t = s.singularPart μ` and
`f = s.rnDeriv μ`. -/
theorem singularPart_add_withDensity_rnDeriv_eq [s.HaveLebesgueDecomposition μ] :
s.singularPart μ + μ.withDensityᵥ (s.rnDeriv μ) = s := by
conv_rhs =>
rw [← toSignedMeasure_toJordanDecomposition s, JordanDecomposition.toSignedMeasure]
rw [singularPart, rnDeriv,
withDensityᵥ_sub' (integrable_toReal_of_lintegral_ne_top _ _)
(integrable_toReal_of_lintegral_ne_top _ _),
withDensityᵥ_toReal, withDensityᵥ_toReal, sub_eq_add_neg, sub_eq_add_neg,
add_comm (s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure, ← add_assoc,
add_assoc (-(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure),
← toSignedMeasure_add, add_comm, ← add_assoc, ← neg_add, ← toSignedMeasure_add, add_comm,
← sub_eq_add_neg]
convert rfl
-- `convert rfl` much faster than `congr`
· exact s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ
· rw [add_comm]
exact s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ
all_goals
first
| exact (lintegral_rnDeriv_lt_top _ _).ne
| measurability
#align measure_theory.signed_measure.singular_part_add_with_density_rn_deriv_eq MeasureTheory.SignedMeasure.singularPart_add_withDensity_rnDeriv_eq
variable {s μ}
theorem jordanDecomposition_add_withDensity_mutuallySingular {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) :
(t.toJordanDecomposition.posPart + μ.withDensity fun x : α => ENNReal.ofReal (f x)) ⟂ₘ
t.toJordanDecomposition.negPart + μ.withDensity fun x : α => ENNReal.ofReal (-f x) := by
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
exact
((JordanDecomposition.mutuallySingular _).add_right
(htμ.1.mono_ac (refl _) (withDensity_absolutelyContinuous _ _))).add_left
((htμ.2.symm.mono_ac (withDensity_absolutelyContinuous _ _) (refl _)).add_right
(withDensity_ofReal_mutuallySingular hf))
#align measure_theory.signed_measure.jordan_decomposition_add_with_density_mutually_singular MeasureTheory.SignedMeasure.jordanDecomposition_add_withDensity_mutuallySingular
theorem toJordanDecomposition_eq_of_eq_add_withDensity {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.toJordanDecomposition =
@JordanDecomposition.mk α _
(t.toJordanDecomposition.posPart + μ.withDensity fun x => ENNReal.ofReal (f x))
(t.toJordanDecomposition.negPart + μ.withDensity fun x => ENNReal.ofReal (-f x))
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.2; infer_instance)
(by haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2; infer_instance)
(jordanDecomposition_add_withDensity_mutuallySingular hf htμ) := by
haveI := isFiniteMeasure_withDensity_ofReal hfi.2
haveI := isFiniteMeasure_withDensity_ofReal hfi.neg.2
refine' toJordanDecomposition_eq _
simp_rw [JordanDecomposition.toSignedMeasure, hadd]
ext i hi
rw [VectorMeasure.sub_apply, toSignedMeasure_apply_measurable hi,
toSignedMeasure_apply_measurable hi, add_apply, add_apply, ENNReal.toReal_add,
ENNReal.toReal_add, add_sub_add_comm, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi, ← VectorMeasure.sub_apply,
← JordanDecomposition.toSignedMeasure, toSignedMeasure_toJordanDecomposition,
VectorMeasure.add_apply, ← toSignedMeasure_apply_measurable hi,
← toSignedMeasure_apply_measurable hi,
withDensityᵥ_eq_withDensity_pos_part_sub_withDensity_neg_part hfi,
VectorMeasure.sub_apply] <;>
exact (measure_lt_top _ _).ne
#align measure_theory.signed_measure.to_jordan_decomposition_eq_of_eq_add_with_density MeasureTheory.SignedMeasure.toJordanDecomposition_eq_of_eq_add_withDensity
private theorem haveLebesgueDecomposition_mk' (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff] at htμ
change _ ⟂ₘ VectorMeasure.equivMeasure.toFun (VectorMeasure.equivMeasure.invFun μ) at htμ
rw [VectorMeasure.equivMeasure.right_inv, totalVariation_mutuallySingular_iff] at htμ
refine'
{ posPart := by
use ⟨t.toJordanDecomposition.posPart, fun x => ENNReal.ofReal (f x)⟩
refine' ⟨hf.ennreal_ofReal, htμ.1, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
negPart := by
use ⟨t.toJordanDecomposition.negPart, fun x => ENNReal.ofReal (-f x)⟩
refine' ⟨hf.neg.ennreal_ofReal, htμ.2, _⟩
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd] }
theorem haveLebesgueDecomposition_mk (μ : Measure α) {f : α → ℝ} (hf : Measurable f)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
s.HaveLebesgueDecomposition μ := by
by_cases hfi : Integrable f μ
· exact haveLebesgueDecomposition_mk' μ hf hfi htμ hadd
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' haveLebesgueDecomposition_mk' μ measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.have_lebesgue_decomposition_mk MeasureTheory.SignedMeasure.haveLebesgueDecomposition_mk
private theorem eq_singularPart' (t : SignedMeasure α) {f : α → ℝ} (hf : Measurable f)
(hfi : Integrable f μ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
t = s.singularPart μ := by
have htμ' := htμ
rw [mutuallySingular_ennreal_iff, totalVariation_mutuallySingular_iff,
VectorMeasure.ennrealToMeasure_toENNRealVectorMeasure] at htμ
rw [singularPart, ← t.toSignedMeasure_toJordanDecomposition,
JordanDecomposition.toSignedMeasure]
congr
· have hfpos : Measurable fun x => ENNReal.ofReal (f x) := by measurability
refine' eq_singularPart hfpos htμ.1 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
· have hfneg : Measurable fun x => ENNReal.ofReal (-f x) := by measurability
refine' eq_singularPart hfneg htμ.2 _
rw [toJordanDecomposition_eq_of_eq_add_withDensity hf hfi htμ' hadd]
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`t = singularPart s μ`, i.e. `t` is the singular part of the Lebesgue decomposition between
`s` and `μ`. -/
theorem eq_singularPart (t : SignedMeasure α) (f : α → ℝ) (htμ : t ⟂ᵥ μ.toENNRealVectorMeasure)
(hadd : s = t + μ.withDensityᵥ f) : t = s.singularPart μ := by
by_cases hfi : Integrable f μ
· refine' eq_singularPart' t hfi.1.measurable_mk (hfi.congr hfi.1.ae_eq_mk) htμ _
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
· rw [withDensityᵥ, dif_neg hfi, add_zero] at hadd
refine' eq_singularPart' t measurable_zero (integrable_zero _ _ μ) htμ _
rwa [withDensityᵥ_zero, add_zero]
#align measure_theory.signed_measure.eq_singular_part MeasureTheory.SignedMeasure.eq_singularPart
theorem singularPart_zero (μ : Measure α) : (0 : SignedMeasure α).singularPart μ = 0 := by
refine' (eq_singularPart 0 0 VectorMeasure.MutuallySingular.zero_left _).symm
rw [zero_add, withDensityᵥ_zero]
#align measure_theory.signed_measure.singular_part_zero MeasureTheory.SignedMeasure.singularPart_zero
theorem singularPart_neg (s : SignedMeasure α) (μ : Measure α) :
(-s).singularPart μ = -s.singularPart μ := by
have h₁ :
((-s).toJordanDecomposition.posPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
have h₂ :
((-s).toJordanDecomposition.negPart.singularPart μ).toSignedMeasure =
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure := by
refine' toSignedMeasure_congr _
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
rw [singularPart, singularPart, neg_sub, h₁, h₂]
#align measure_theory.signed_measure.singular_part_neg MeasureTheory.SignedMeasure.singularPart_neg
theorem singularPart_smul_nnreal (s : SignedMeasure α) (μ : Measure α) (r : ℝ≥0) :
(r • s).singularPart μ = r • s.singularPart μ := by
rw [singularPart, singularPart, smul_sub, ← toSignedMeasure_smul, ← toSignedMeasure_smul]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart, singularPart_smul]
· congr
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart, singularPart_smul]
#align measure_theory.signed_measure.singular_part_smul_nnreal MeasureTheory.SignedMeasure.singularPart_smul_nnreal
nonrec theorem singularPart_smul (s : SignedMeasure α) (μ : Measure α) (r : ℝ) :
(r • s).singularPart μ = r • s.singularPart μ := by
cases le_or_lt 0 r with
| inl hr =>
lift r to ℝ≥0 using hr
exact singularPart_smul_nnreal s μ r
| inr hr =>
rw [singularPart, singularPart]
conv_lhs =>
congr
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_posPart_neg _ _ hr, singularPart_smul]
· congr
· rw [toJordanDecomposition_smul_real,
JordanDecomposition.real_smul_negPart_neg _ _ hr, singularPart_smul]
rw [toSignedMeasure_smul, toSignedMeasure_smul, ← neg_sub, ← smul_sub, NNReal.smul_def,
← neg_smul, Real.coe_toNNReal _ (le_of_lt (neg_pos.mpr hr)), neg_neg]
#align measure_theory.signed_measure.singular_part_smul MeasureTheory.SignedMeasure.singularPart_smul
theorem singularPart_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s + t).singularPart μ = s.singularPart μ + t.singularPart μ := by
refine'
(eq_singularPart _ (s.rnDeriv μ + t.rnDeriv μ)
((mutuallySingular_singularPart s μ).add_left (mutuallySingular_singularPart t μ))
_).symm
rw [withDensityᵥ_add (integrable_rnDeriv s μ) (integrable_rnDeriv t μ), add_assoc,
add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.singular_part_add MeasureTheory.SignedMeasure.singularPart_add
theorem singularPart_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] :
(s - t).singularPart μ = s.singularPart μ - t.singularPart μ := by
rw [sub_eq_add_neg, sub_eq_add_neg, singularPart_add, singularPart_neg]
#align measure_theory.signed_measure.singular_part_sub MeasureTheory.SignedMeasure.singularPart_sub
/-- Given a measure `μ`, signed measures `s` and `t`, and a function `f` such that `t` is
mutually singular with respect to `μ` and `s = t + μ.withDensityᵥ f`, we have
`f = rnDeriv s μ`, i.e. `f` is the Radon-Nikodym derivative of `s` and `μ`. -/
theorem eq_rnDeriv (t : SignedMeasure α) (f : α → ℝ) (hfi : Integrable f μ)
(htμ : t ⟂ᵥ μ.toENNRealVectorMeasure) (hadd : s = t + μ.withDensityᵥ f) :
f =ᵐ[μ] s.rnDeriv μ := by
set f' := hfi.1.mk f
have hadd' : s = t + μ.withDensityᵥ f' := by
convert hadd using 2
exact WithDensityᵥEq.congr_ae hfi.1.ae_eq_mk.symm
have := haveLebesgueDecomposition_mk μ hfi.1.measurable_mk htμ hadd'
refine' (Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) hfi _).symm
rw [← add_right_inj t, ← hadd, eq_singularPart _ f htμ hadd,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.eq_rn_deriv MeasureTheory.SignedMeasure.eq_rnDeriv
theorem rnDeriv_neg (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] :
(-s).rnDeriv μ =ᵐ[μ] -s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _) (integrable_rnDeriv _ _).neg _
rw [withDensityᵥ_neg, ← add_right_inj ((-s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_neg, ← neg_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_neg MeasureTheory.SignedMeasure.rnDeriv_neg
theorem rnDeriv_smul (s : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ] (r : ℝ) :
(r • s).rnDeriv μ =ᵐ[μ] r • s.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).smul r) _
rw [withDensityᵥ_smul (rnDeriv s μ) r, ← add_right_inj ((r • s).singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, singularPart_smul, ← smul_add,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_smul MeasureTheory.SignedMeasure.rnDeriv_smul
theorem rnDeriv_add (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [(s + t).HaveLebesgueDecomposition μ] :
(s + t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ + t.rnDeriv μ := by
refine'
Integrable.ae_eq_of_withDensityᵥ_eq (integrable_rnDeriv _ _)
((integrable_rnDeriv _ _).add (integrable_rnDeriv _ _)) _
rw [← add_right_inj ((s + t).singularPart μ), singularPart_add_withDensity_rnDeriv_eq,
withDensityᵥ_add (integrable_rnDeriv _ _) (integrable_rnDeriv _ _), singularPart_add,
add_assoc, add_comm (t.singularPart μ), add_assoc, add_comm _ (t.singularPart μ),
singularPart_add_withDensity_rnDeriv_eq, ← add_assoc,
singularPart_add_withDensity_rnDeriv_eq]
#align measure_theory.signed_measure.rn_deriv_add MeasureTheory.SignedMeasure.rnDeriv_add
theorem rnDeriv_sub (s t : SignedMeasure α) (μ : Measure α) [s.HaveLebesgueDecomposition μ]
[t.HaveLebesgueDecomposition μ] [hst : (s - t).HaveLebesgueDecomposition μ] :
(s - t).rnDeriv μ =ᵐ[μ] s.rnDeriv μ - t.rnDeriv μ := by
rw [sub_eq_add_neg] at hst
rw [sub_eq_add_neg, sub_eq_add_neg]
exact ae_eq_trans (rnDeriv_add _ _ _) (Filter.EventuallyEq.add (ae_eq_refl _) (rnDeriv_neg _ _))
#align measure_theory.signed_measure.rn_deriv_sub MeasureTheory.SignedMeasure.rnDeriv_sub
end SignedMeasure
namespace ComplexMeasure
/-- A complex measure is said to `HaveLebesgueDecomposition` with respect to a positive measure
if both its real and imaginary part `HaveLebesgueDecomposition` with respect to that measure. -/
class HaveLebesgueDecomposition (c : ComplexMeasure α) (μ : Measure α) : Prop where
rePart : c.re.HaveLebesgueDecomposition μ
imPart : c.im.HaveLebesgueDecomposition μ
#align measure_theory.complex_measure.have_lebesgue_decomposition MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition
#align measure_theory.complex_measure.have_lebesgue_decomposition.re_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.rePart
#align measure_theory.complex_measure.have_lebesgue_decomposition.im_part MeasureTheory.ComplexMeasure.HaveLebesgueDecomposition.imPart
attribute [instance] HaveLebesgueDecomposition.rePart
attribute [instance] HaveLebesgueDecomposition.imPart
/-- The singular part between a complex measure `c` and a positive measure `μ` is the complex
measure satisfying `c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c`. This property is given
by `MeasureTheory.ComplexMeasure.singularPart_add_withDensity_rnDeriv_eq`. -/
def singularPart (c : ComplexMeasure α) (μ : Measure α) : ComplexMeasure α :=
(c.re.singularPart μ).toComplexMeasure (c.im.singularPart μ)
#align measure_theory.complex_measure.singular_part MeasureTheory.ComplexMeasure.singularPart
/-- The Radon-Nikodym derivative between a complex measure and a positive measure. -/
def rnDeriv (c : ComplexMeasure α) (μ : Measure α) : α → ℂ := fun x =>
⟨c.re.rnDeriv μ x, c.im.rnDeriv μ x⟩
#align measure_theory.complex_measure.rn_deriv MeasureTheory.ComplexMeasure.rnDeriv
variable {c : ComplexMeasure α}
theorem integrable_rnDeriv (c : ComplexMeasure α) (μ : Measure α) : Integrable (c.rnDeriv μ) μ := by
rw [← memℒp_one_iff_integrable, ← memℒp_re_im_iff]
exact
⟨memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _),
memℒp_one_iff_integrable.2 (SignedMeasure.integrable_rnDeriv _ _)⟩
#align measure_theory.complex_measure.integrable_rn_deriv MeasureTheory.ComplexMeasure.integrable_rnDeriv
theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi]
· change (c.im.singularPart μ + μ.withDensityᵥ (c.im.rnDeriv μ)) i = _
rw [c.im.singularPart_add_withDensity_rnDeriv_eq μ]
· | exact SignedMeasure.integrable_rnDeriv _ _ | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c := by
conv_rhs => rw [← c.toComplexMeasure_to_signedMeasure]
ext i hi : 1
rw [VectorMeasure.add_apply, SignedMeasure.toComplexMeasure_apply]
apply Complex.ext
· rw [Complex.add_re, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.re_eq_complex_re,
← integral_re (c.integrable_rnDeriv μ).integrableOn, IsROrC.re_eq_complex_re,
← withDensityᵥ_apply _ hi]
· change (c.re.singularPart μ + μ.withDensityᵥ (c.re.rnDeriv μ)) i = _
rw [c.re.singularPart_add_withDensity_rnDeriv_eq μ]
· exact SignedMeasure.integrable_rnDeriv _ _
· rw [Complex.add_im, withDensityᵥ_apply (c.integrable_rnDeriv μ) hi, ← IsROrC.im_eq_complex_im,
← integral_im (c.integrable_rnDeriv μ).integrableOn, IsROrC.im_eq_complex_im,
← withDensityᵥ_apply _ hi]
· change (c.im.singularPart μ + μ.withDensityᵥ (c.im.rnDeriv μ)) i = _
rw [c.im.singularPart_add_withDensity_rnDeriv_eq μ]
· | Mathlib.MeasureTheory.Decomposition.SignedLebesgue.496_0.HPGboz0rhL6sBes | theorem singularPart_add_withDensity_rnDeriv_eq [c.HaveLebesgueDecomposition μ] :
c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = c | Mathlib_MeasureTheory_Decomposition_SignedLebesgue |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
b : B
⊢ Trivialization.coordChangeL 𝕜 (trivialization B F) (trivialization B F) b = ContinuousLinearEquiv.refl 𝕜 F | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
| ext v | theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
| Mathlib.Topology.VectorBundle.Constructions.48_0.ZrgS90NPsSlDzPQ | theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F | Mathlib_Topology_VectorBundle_Constructions |
case h.h
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
b : B
v : F
⊢ (Trivialization.coordChangeL 𝕜 (trivialization B F) (trivialization B F) b) v = (ContinuousLinearEquiv.refl 𝕜 F) v | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
| rw [Trivialization.coordChangeL_apply'] | theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
| Mathlib.Topology.VectorBundle.Constructions.48_0.ZrgS90NPsSlDzPQ | theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F | Mathlib_Topology_VectorBundle_Constructions |
case h.h
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
b : B
v : F
⊢ (↑(trivialization B F) (↑(PartialHomeomorph.symm (trivialization B F).toPartialHomeomorph) (b, v))).2 =
(ContinuousLinearEquiv.refl 𝕜 F) v
case h.h.hb
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
b : B
v : F
⊢ b ∈ (trivialization B F).baseSet ∩ (trivialization B F).baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
| exacts [rfl, ⟨mem_univ _, mem_univ _⟩] | theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
| Mathlib.Topology.VectorBundle.Constructions.48_0.ZrgS90NPsSlDzPQ | theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
e : Trivialization F TotalSpace.proj
he : MemTrivializationAtlas e
⊢ Trivialization.IsLinear 𝕜 e | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
| rw [eq_trivialization B F e] | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
| Mathlib.Topology.VectorBundle.Constructions.59_0.ZrgS90NPsSlDzPQ | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
e : Trivialization F TotalSpace.proj
he : MemTrivializationAtlas e
⊢ Trivialization.IsLinear 𝕜 (trivialization B F) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
| infer_instance | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
| Mathlib.Topology.VectorBundle.Constructions.59_0.ZrgS90NPsSlDzPQ | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
e e' : Trivialization F TotalSpace.proj
he : MemTrivializationAtlas e
he' : MemTrivializationAtlas e'
⊢ ContinuousOn (fun b => ↑(Trivialization.coordChangeL 𝕜 e e' b)) (e.baseSet ∩ e'.baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
| obtain rfl := eq_trivialization B F e | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
| Mathlib.Topology.VectorBundle.Constructions.59_0.ZrgS90NPsSlDzPQ | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
e' : Trivialization F TotalSpace.proj
he' : MemTrivializationAtlas e'
he : MemTrivializationAtlas (trivialization B F)
⊢ ContinuousOn (fun b => ↑(Trivialization.coordChangeL 𝕜 (trivialization B F) e' b))
((trivialization B F).baseSet ∩ e'.baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
| obtain rfl := eq_trivialization B F e' | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
| Mathlib.Topology.VectorBundle.Constructions.59_0.ZrgS90NPsSlDzPQ | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
he he' : MemTrivializationAtlas (trivialization B F)
⊢ ContinuousOn (fun b => ↑(Trivialization.coordChangeL 𝕜 (trivialization B F) (trivialization B F) b))
((trivialization B F).baseSet ∩ (trivialization B F).baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
| simp only [trivialization.coordChangeL] | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
| Mathlib.Topology.VectorBundle.Constructions.59_0.ZrgS90NPsSlDzPQ | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
F : Type u_3
inst✝³ : NontriviallyNormedField 𝕜
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace 𝕜 F
inst✝ : TopologicalSpace B
he he' : MemTrivializationAtlas (trivialization B F)
⊢ ContinuousOn (fun b => ↑(ContinuousLinearEquiv.refl 𝕜 F))
((trivialization B F).baseSet ∩ (trivialization B F).baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
| exact continuous_const.continuousOn | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
| Mathlib.Topology.VectorBundle.Constructions.59_0.ZrgS90NPsSlDzPQ | instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
⊢ ↑(coordChangeL 𝕜 (prod e₁ e₂) (prod e₁' e₂') b) =
ContinuousLinearMap.prodMap ↑(coordChangeL 𝕜 e₁ e₁' b) ↑(coordChangeL 𝕜 e₂ e₂' b) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
| rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap'] | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
| Mathlib.Topology.VectorBundle.Constructions.93_0.ZrgS90NPsSlDzPQ | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
⊢ ∀ (x : F₁ × F₂),
↑(coordChangeL 𝕜 (prod e₁ e₂) (prod e₁' e₂') b) x =
Prod.map (⇑↑(coordChangeL 𝕜 e₁ e₁' b)) (⇑↑(coordChangeL 𝕜 e₂ e₂' b)) x | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
| rintro ⟨v₁, v₂⟩ | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
| Mathlib.Topology.VectorBundle.Constructions.93_0.ZrgS90NPsSlDzPQ | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) | Mathlib_Topology_VectorBundle_Constructions |
case mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
v₁ : F₁
v₂ : F₂
⊢ ↑(coordChangeL 𝕜 (prod e₁ e₂) (prod e₁' e₂') b) (v₁, v₂) =
Prod.map ⇑↑(coordChangeL 𝕜 e₁ e₁' b) ⇑↑(coordChangeL 𝕜 e₂ e₂' b) (v₁, v₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
| show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂) | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
| Mathlib.Topology.VectorBundle.Constructions.93_0.ZrgS90NPsSlDzPQ | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) | Mathlib_Topology_VectorBundle_Constructions |
case mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
v₁ : F₁
v₂ : F₂
⊢ (coordChangeL 𝕜 (prod e₁ e₂) (prod e₁' e₂') b) (v₁, v₂) = ((coordChangeL 𝕜 e₁ e₁' b) v₁, (coordChangeL 𝕜 e₂ e₂' b) v₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
| rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply'] | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
| Mathlib.Topology.VectorBundle.Constructions.93_0.ZrgS90NPsSlDzPQ | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) | Mathlib_Topology_VectorBundle_Constructions |
case mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
v₁ : F₁
v₂ : F₂
⊢ (↑(prod e₁' e₂') (↑(PartialHomeomorph.symm (prod e₁ e₂).toPartialHomeomorph) (b, v₁, v₂))).2 =
((↑e₁' { proj := b, snd := Trivialization.symm e₁ b v₁ }).2,
(↑e₂' { proj := b, snd := Trivialization.symm e₂ b v₂ }).2)
case mk.hb
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
v₁ : F₁
v₂ : F₂
⊢ b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
case mk.hb
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
v₁ : F₁
v₂ : F₂
⊢ b ∈ e₂.baseSet ∩ e₂'.baseSet
case mk.hb
𝕜 : Type u_1
B : Type u_2
inst✝¹⁵ : NontriviallyNormedField 𝕜
inst✝¹⁴ : TopologicalSpace B
F₁ : Type u_3
inst✝¹³ : NormedAddCommGroup F₁
inst✝¹² : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹¹ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹⁰ : NormedAddCommGroup F₂
inst✝⁹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝⁸ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁷ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁵ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁴ : (x : B) → Module 𝕜 (E₂ x)
e₁ e₁' : Trivialization F₁ TotalSpace.proj
e₂ e₂' : Trivialization F₂ TotalSpace.proj
inst✝³ : Trivialization.IsLinear 𝕜 e₁
inst✝² : Trivialization.IsLinear 𝕜 e₁'
inst✝¹ : Trivialization.IsLinear 𝕜 e₂
inst✝ : Trivialization.IsLinear 𝕜 e₂'
b : B
hb : b ∈ (prod e₁ e₂).baseSet ∩ (prod e₁' e₂').baseSet
v₁ : F₁
v₂ : F₂
⊢ b ∈ e₁.baseSet ∩ e₁'.baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
| exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩] | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
| Mathlib.Topology.VectorBundle.Constructions.93_0.ZrgS90NPsSlDzPQ | @[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
⊢ ∀ (e : Trivialization (F₁ × F₂) TotalSpace.proj) [inst : MemTrivializationAtlas e], Trivialization.IsLinear 𝕜 e | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
| rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
⊢ Trivialization.IsLinear 𝕜 (Trivialization.prod e₁ e₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; | skip | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; | Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
⊢ Trivialization.IsLinear 𝕜 (Trivialization.prod e₁ e₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
| infer_instance | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
⊢ ∀ (e e' : Trivialization (F₁ × F₂) TotalSpace.proj) [inst : MemTrivializationAtlas e]
[inst_1 : MemTrivializationAtlas e'], ContinuousOn (fun b => ↑(coordChangeL 𝕜 e e' b)) (e.baseSet ∩ e'.baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
| rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ ContinuousOn (fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b))
((Trivialization.prod e₁ e₂).baseSet ∩ (Trivialization.prod e₁' e₂').baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; | skip | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; | Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ ContinuousOn (fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b))
((Trivialization.prod e₁ e₂).baseSet ∩ (Trivialization.prod e₁' e₂').baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
| refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_1
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ (Trivialization.prod e₁ e₂).baseSet ∩ (Trivialization.prod e₁' e₂').baseSet ⊆ e₁.baseSet ∩ e₁'.baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
| dsimp only [baseSet_prod, mfld_simps] | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_2
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ (Trivialization.prod e₁ e₂).baseSet ∩ (Trivialization.prod e₁' e₂').baseSet ⊆ e₂.baseSet ∩ e₂'.baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
| dsimp only [baseSet_prod, mfld_simps] | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ EqOn (fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b))
(fun x => ContinuousLinearMap.prodMap ↑(coordChangeL 𝕜 e₁ e₁' x) ↑(coordChangeL 𝕜 e₂ e₂' x))
((Trivialization.prod e₁ e₂).baseSet ∩ (Trivialization.prod e₁' e₂').baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
| dsimp only [baseSet_prod, mfld_simps] | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_1
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet) ⊆ e₁.baseSet ∩ e₁'.baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· | mfld_set_tac | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· | Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_2
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet) ⊆ e₂.baseSet ∩ e₂'.baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· | mfld_set_tac | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· | Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
⊢ EqOn (fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b))
(fun x => ContinuousLinearMap.prodMap ↑(coordChangeL 𝕜 e₁ e₁' x) ↑(coordChangeL 𝕜 e₂ e₂' x))
(e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· | rintro b hb | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· | Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
⊢ (fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b)) b =
(fun x => ContinuousLinearMap.prodMap ↑(coordChangeL 𝕜 e₁ e₁' x) ↑(coordChangeL 𝕜 e₂ e₂' x)) b | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
| rw [ContinuousLinearMap.ext_iff] | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
⊢ ∀ (x : F₁ × F₂),
((fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b)) b) x =
((fun x => ContinuousLinearMap.prodMap ↑(coordChangeL 𝕜 e₁ e₁' x) ↑(coordChangeL 𝕜 e₂ e₂' x)) b) x | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
| rintro ⟨v₁, v₂⟩ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3.mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
v₁ : F₁
v₂ : F₂
⊢ ((fun b => ↑(coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b)) b) (v₁, v₂) =
((fun x => ContinuousLinearMap.prodMap ↑(coordChangeL 𝕜 e₁ e₁' x) ↑(coordChangeL 𝕜 e₂ e₂' x)) b) (v₁, v₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
| show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂) | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3.mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
v₁ : F₁
v₂ : F₂
⊢ (coordChangeL 𝕜 (Trivialization.prod e₁ e₂) (Trivialization.prod e₁' e₂') b) (v₁, v₂) =
((coordChangeL 𝕜 e₁ e₁' b) v₁, (coordChangeL 𝕜 e₂ e₂' b) v₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
| rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply'] | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3.mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
v₁ : F₁
v₂ : F₂
⊢ (↑(Trivialization.prod e₁' e₂')
(↑(PartialHomeomorph.symm (Trivialization.prod e₁ e₂).toPartialHomeomorph) (b, v₁, v₂))).2 =
((↑e₁' { proj := b, snd := Trivialization.symm e₁ b v₁ }).2,
(↑e₂' { proj := b, snd := Trivialization.symm e₂ b v₂ }).2)
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3.mk.hb
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
v₁ : F₁
v₂ : F₂
⊢ b ∈ (Trivialization.prod e₁ e₂).baseSet ∩ (Trivialization.prod e₁' e₂').baseSet
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3.mk.hb
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
v₁ : F₁
v₂ : F₂
⊢ b ∈ e₂.baseSet ∩ e₂'.baseSet
case mk.intro.intro.intro.intro.mk.intro.intro.intro.intro.refine'_3.mk.hb
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
inst✝¹ : VectorBundle 𝕜 F₁ E₁
inst✝ : VectorBundle 𝕜 F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
he₁ : MemTrivializationAtlas e₁
he₂ : MemTrivializationAtlas e₂
e₁' : Trivialization F₁ TotalSpace.proj
e₂' : Trivialization F₂ TotalSpace.proj
he₁' : MemTrivializationAtlas e₁'
he₂' : MemTrivializationAtlas e₂'
b : B
hb : b ∈ e₁.baseSet ∩ e₂.baseSet ∩ (e₁'.baseSet ∩ e₂'.baseSet)
v₁ : F₁
v₂ : F₂
⊢ b ∈ e₁.baseSet ∩ e₁'.baseSet | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
| exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩] | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
| Mathlib.Topology.VectorBundle.Constructions.126_0.ZrgS90NPsSlDzPQ | /-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
inst✝¹ : Trivialization.IsLinear 𝕜 e₁
inst✝ : Trivialization.IsLinear 𝕜 e₂
x : B
hx : x ∈ (prod e₁ e₂).baseSet
⊢ continuousLinearEquivAt 𝕜 (prod e₁ e₂) x hx =
ContinuousLinearEquiv.prod (continuousLinearEquivAt 𝕜 e₁ x (_ : x ∈ e₁.baseSet))
(continuousLinearEquivAt 𝕜 e₂ x (_ : x ∈ e₂.baseSet)) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
| ext v : 2 | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
| Mathlib.Topology.VectorBundle.Constructions.150_0.ZrgS90NPsSlDzPQ | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) | Mathlib_Topology_VectorBundle_Constructions |
case h.h
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
inst✝¹ : Trivialization.IsLinear 𝕜 e₁
inst✝ : Trivialization.IsLinear 𝕜 e₂
x : B
hx : x ∈ (prod e₁ e₂).baseSet
v : E₁ x × E₂ x
⊢ (continuousLinearEquivAt 𝕜 (prod e₁ e₂) x hx) v =
(ContinuousLinearEquiv.prod (continuousLinearEquivAt 𝕜 e₁ x (_ : x ∈ e₁.baseSet))
(continuousLinearEquivAt 𝕜 e₂ x (_ : x ∈ e₂.baseSet)))
v | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
| obtain ⟨v₁, v₂⟩ := v | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
| Mathlib.Topology.VectorBundle.Constructions.150_0.ZrgS90NPsSlDzPQ | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) | Mathlib_Topology_VectorBundle_Constructions |
case h.h.mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
inst✝¹ : Trivialization.IsLinear 𝕜 e₁
inst✝ : Trivialization.IsLinear 𝕜 e₂
x : B
hx : x ∈ (prod e₁ e₂).baseSet
v₁ : E₁ x
v₂ : E₂ x
⊢ (continuousLinearEquivAt 𝕜 (prod e₁ e₂) x hx) (v₁, v₂) =
(ContinuousLinearEquiv.prod (continuousLinearEquivAt 𝕜 e₁ x (_ : x ∈ e₁.baseSet))
(continuousLinearEquivAt 𝕜 e₂ x (_ : x ∈ e₂.baseSet)))
(v₁, v₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
| rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod] | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
| Mathlib.Topology.VectorBundle.Constructions.150_0.ZrgS90NPsSlDzPQ | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) | Mathlib_Topology_VectorBundle_Constructions |
case h.h.mk
𝕜 : Type u_1
B : Type u_2
inst✝¹⁷ : NontriviallyNormedField 𝕜
inst✝¹⁶ : TopologicalSpace B
F₁ : Type u_3
inst✝¹⁵ : NormedAddCommGroup F₁
inst✝¹⁴ : NormedSpace 𝕜 F₁
E₁ : B → Type u_4
inst✝¹³ : TopologicalSpace (TotalSpace F₁ E₁)
F₂ : Type u_5
inst✝¹² : NormedAddCommGroup F₂
inst✝¹¹ : NormedSpace 𝕜 F₂
E₂ : B → Type u_6
inst✝¹⁰ : TopologicalSpace (TotalSpace F₂ E₂)
inst✝⁹ : (x : B) → AddCommMonoid (E₁ x)
inst✝⁸ : (x : B) → Module 𝕜 (E₁ x)
inst✝⁷ : (x : B) → AddCommMonoid (E₂ x)
inst✝⁶ : (x : B) → Module 𝕜 (E₂ x)
inst✝⁵ : (x : B) → TopologicalSpace (E₁ x)
inst✝⁴ : (x : B) → TopologicalSpace (E₂ x)
inst✝³ : FiberBundle F₁ E₁
inst✝² : FiberBundle F₂ E₂
e₁ : Trivialization F₁ TotalSpace.proj
e₂ : Trivialization F₂ TotalSpace.proj
inst✝¹ : Trivialization.IsLinear 𝕜 e₁
inst✝ : Trivialization.IsLinear 𝕜 e₂
x : B
hx : x ∈ (prod e₁ e₂).baseSet
v₁ : E₁ x
v₂ : E₂ x
⊢ (fun y =>
(↑{
toPartialHomeomorph :=
{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧ (Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' := (_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧ (Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ : ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ : ContinuousOn (Prod.invFun' e₁ e₂) ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) },
baseSet := e₁.baseSet ∩ e₂.baseSet, open_baseSet := (_ : IsOpen (e₁.baseSet ∩ e₂.baseSet)),
source_eq :=
(_ :
{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ : ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ :
ContinuousOn (Prod.invFun' e₁ e₂)
((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }.toPartialEquiv.source =
{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ : ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ :
ContinuousOn (Prod.invFun' e₁ e₂)
((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }.toPartialEquiv.source),
target_eq :=
(_ :
{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ : ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ :
ContinuousOn (Prod.invFun' e₁ e₂)
((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }.toPartialEquiv.target =
{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ : ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ :
ContinuousOn (Prod.invFun' e₁ e₂)
((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }.toPartialEquiv.target),
proj_toFun :=
(_ :
∀
x ∈
{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ : ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ :
ContinuousOn (Prod.invFun' e₁ e₂)
((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }.toPartialEquiv.source,
(↑{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ :
ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ : ContinuousOn (Prod.invFun' e₁ e₂) ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }
x).1 =
(↑{
toPartialEquiv :=
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ : ∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) },
open_source :=
(_ :
IsOpen
{ toFun := Prod.toFun' e₁ e₂, invFun := Prod.invFun' e₁ e₂,
source := TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
target := (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
map_source' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
(Prod.toFun' e₁ e₂ x).1 ∈ e₁.baseSet ∩ e₂.baseSet ∧
(Prod.toFun' e₁ e₂ x).2 ∈ univ),
map_target' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ, x.1 ∈ e₁.baseSet ∩ e₂.baseSet),
left_inv' :=
(_ :
∀ x ∈ TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet),
Prod.invFun' e₁ e₂ (Prod.toFun' e₁ e₂ x) = x),
right_inv' :=
(_ :
∀ x ∈ (e₁.baseSet ∩ e₂.baseSet) ×ˢ univ,
Prod.toFun' e₁ e₂ (Prod.invFun' e₁ e₂ x) = x) }.source),
open_target := (_ : IsOpen ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)),
continuousOn_toFun :=
(_ :
ContinuousOn (Prod.toFun' e₁ e₂) (TotalSpace.proj ⁻¹' (e₁.baseSet ∩ e₂.baseSet))),
continuousOn_invFun :=
(_ : ContinuousOn (Prod.invFun' e₁ e₂) ((e₁.baseSet ∩ e₂.baseSet) ×ˢ univ)) }
x).1) }
{ proj := x, snd := y }).2)
(v₁, v₂) =
(ContinuousLinearEquiv.prod (continuousLinearEquivAt 𝕜 e₁ x (_ : x ∈ e₁.baseSet))
(continuousLinearEquivAt 𝕜 e₂ x (_ : x ∈ e₂.baseSet)))
(v₁, v₂) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
| exact (congr_arg Prod.snd (prod_apply 𝕜 hx.1 hx.2 v₁ v₂) : _) | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
| Mathlib.Topology.VectorBundle.Constructions.150_0.ZrgS90NPsSlDzPQ | @[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) | Mathlib_Topology_VectorBundle_Constructions |
R : Type u_1
𝕜 : Type u_2
B : Type u_3
F : Type u_4
E : B → Type u_5
B' : Type u_6
f✝ : B' → B
inst✝¹¹ : TopologicalSpace B'
inst✝¹⁰ : TopologicalSpace (TotalSpace F E)
inst✝⁹ : NontriviallyNormedField 𝕜
inst✝⁸ : NormedAddCommGroup F
inst✝⁷ : NormedSpace 𝕜 F
inst✝⁶ : TopologicalSpace B
inst✝⁵ : (x : B) → AddCommMonoid (E x)
inst✝⁴ : (x : B) → Module 𝕜 (E x)
K : Type u_7
inst✝³ : ContinuousMapClass K B' B
inst✝² : (x : B) → TopologicalSpace (E x)
inst✝¹ : FiberBundle F E
inst✝ : VectorBundle 𝕜 F E
f : K
⊢ ∀ (e : Trivialization F TotalSpace.proj) [inst : MemTrivializationAtlas e], Trivialization.IsLinear 𝕜 e | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
exact (congr_arg Prod.snd (prod_apply 𝕜 hx.1 hx.2 v₁ v₂) : _)
#align trivialization.continuous_linear_equiv_at_prod Trivialization.continuousLinearEquivAt_prodₓ
end
/-! ### Pullbacks of vector bundles -/
section
variable (R 𝕜 : Type*) {B : Type*} (F : Type*) (E : B → Type*) {B' : Type*} (f : B' → B)
instance [i : ∀ x : B, AddCommMonoid (E x)] (x : B') : AddCommMonoid ((f *ᵖ E) x) := i _
instance [Semiring R] [∀ x : B, AddCommMonoid (E x)] [i : ∀ x, Module R (E x)] (x : B') :
Module R ((f *ᵖ E) x) := i _
variable {E F} [TopologicalSpace B'] [TopologicalSpace (TotalSpace F E)] [NontriviallyNormedField 𝕜]
[NormedAddCommGroup F] [NormedSpace 𝕜 F] [TopologicalSpace B] [∀ x, AddCommMonoid (E x)]
[∀ x, Module 𝕜 (E x)] {K : Type*} [ContinuousMapClass K B' B]
instance Trivialization.pullback_linear (e : Trivialization F (π F E)) [e.IsLinear 𝕜] (f : K) :
(@Trivialization.pullback _ _ _ B' _ _ _ _ _ _ _ e f).IsLinear 𝕜 where
linear _ h := e.linear 𝕜 h
#align trivialization.pullback_linear Trivialization.pullback_linear
instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
| rintro _ ⟨e, he, rfl⟩ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
| Mathlib.Topology.VectorBundle.Constructions.184_0.ZrgS90NPsSlDzPQ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro
R : Type u_1
𝕜 : Type u_2
B : Type u_3
F : Type u_4
E : B → Type u_5
B' : Type u_6
f✝ : B' → B
inst✝¹¹ : TopologicalSpace B'
inst✝¹⁰ : TopologicalSpace (TotalSpace F E)
inst✝⁹ : NontriviallyNormedField 𝕜
inst✝⁸ : NormedAddCommGroup F
inst✝⁷ : NormedSpace 𝕜 F
inst✝⁶ : TopologicalSpace B
inst✝⁵ : (x : B) → AddCommMonoid (E x)
inst✝⁴ : (x : B) → Module 𝕜 (E x)
K : Type u_7
inst✝³ : ContinuousMapClass K B' B
inst✝² : (x : B) → TopologicalSpace (E x)
inst✝¹ : FiberBundle F E
inst✝ : VectorBundle 𝕜 F E
f : K
e : Trivialization F TotalSpace.proj
he : MemTrivializationAtlas e
⊢ Trivialization.IsLinear 𝕜 (Trivialization.pullback e f) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
exact (congr_arg Prod.snd (prod_apply 𝕜 hx.1 hx.2 v₁ v₂) : _)
#align trivialization.continuous_linear_equiv_at_prod Trivialization.continuousLinearEquivAt_prodₓ
end
/-! ### Pullbacks of vector bundles -/
section
variable (R 𝕜 : Type*) {B : Type*} (F : Type*) (E : B → Type*) {B' : Type*} (f : B' → B)
instance [i : ∀ x : B, AddCommMonoid (E x)] (x : B') : AddCommMonoid ((f *ᵖ E) x) := i _
instance [Semiring R] [∀ x : B, AddCommMonoid (E x)] [i : ∀ x, Module R (E x)] (x : B') :
Module R ((f *ᵖ E) x) := i _
variable {E F} [TopologicalSpace B'] [TopologicalSpace (TotalSpace F E)] [NontriviallyNormedField 𝕜]
[NormedAddCommGroup F] [NormedSpace 𝕜 F] [TopologicalSpace B] [∀ x, AddCommMonoid (E x)]
[∀ x, Module 𝕜 (E x)] {K : Type*} [ContinuousMapClass K B' B]
instance Trivialization.pullback_linear (e : Trivialization F (π F E)) [e.IsLinear 𝕜] (f : K) :
(@Trivialization.pullback _ _ _ B' _ _ _ _ _ _ _ e f).IsLinear 𝕜 where
linear _ h := e.linear 𝕜 h
#align trivialization.pullback_linear Trivialization.pullback_linear
instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
| infer_instance | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
| Mathlib.Topology.VectorBundle.Constructions.184_0.ZrgS90NPsSlDzPQ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
R : Type u_1
𝕜 : Type u_2
B : Type u_3
F : Type u_4
E : B → Type u_5
B' : Type u_6
f✝ : B' → B
inst✝¹¹ : TopologicalSpace B'
inst✝¹⁰ : TopologicalSpace (TotalSpace F E)
inst✝⁹ : NontriviallyNormedField 𝕜
inst✝⁸ : NormedAddCommGroup F
inst✝⁷ : NormedSpace 𝕜 F
inst✝⁶ : TopologicalSpace B
inst✝⁵ : (x : B) → AddCommMonoid (E x)
inst✝⁴ : (x : B) → Module 𝕜 (E x)
K : Type u_7
inst✝³ : ContinuousMapClass K B' B
inst✝² : (x : B) → TopologicalSpace (E x)
inst✝¹ : FiberBundle F E
inst✝ : VectorBundle 𝕜 F E
f : K
⊢ ∀ (e e' : Trivialization F TotalSpace.proj) [inst : MemTrivializationAtlas e] [inst_1 : MemTrivializationAtlas e'],
ContinuousOn (fun b => ↑(Trivialization.coordChangeL 𝕜 e e' b)) (e.baseSet ∩ e'.baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
exact (congr_arg Prod.snd (prod_apply 𝕜 hx.1 hx.2 v₁ v₂) : _)
#align trivialization.continuous_linear_equiv_at_prod Trivialization.continuousLinearEquivAt_prodₓ
end
/-! ### Pullbacks of vector bundles -/
section
variable (R 𝕜 : Type*) {B : Type*} (F : Type*) (E : B → Type*) {B' : Type*} (f : B' → B)
instance [i : ∀ x : B, AddCommMonoid (E x)] (x : B') : AddCommMonoid ((f *ᵖ E) x) := i _
instance [Semiring R] [∀ x : B, AddCommMonoid (E x)] [i : ∀ x, Module R (E x)] (x : B') :
Module R ((f *ᵖ E) x) := i _
variable {E F} [TopologicalSpace B'] [TopologicalSpace (TotalSpace F E)] [NontriviallyNormedField 𝕜]
[NormedAddCommGroup F] [NormedSpace 𝕜 F] [TopologicalSpace B] [∀ x, AddCommMonoid (E x)]
[∀ x, Module 𝕜 (E x)] {K : Type*} [ContinuousMapClass K B' B]
instance Trivialization.pullback_linear (e : Trivialization F (π F E)) [e.IsLinear 𝕜] (f : K) :
(@Trivialization.pullback _ _ _ B' _ _ _ _ _ _ _ e f).IsLinear 𝕜 where
linear _ h := e.linear 𝕜 h
#align trivialization.pullback_linear Trivialization.pullback_linear
instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
infer_instance
continuousOn_coordChange' := by
| rintro _ _ ⟨e, he, rfl⟩ ⟨e', he', rfl⟩ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
infer_instance
continuousOn_coordChange' := by
| Mathlib.Topology.VectorBundle.Constructions.184_0.ZrgS90NPsSlDzPQ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.mk.intro.intro
R : Type u_1
𝕜 : Type u_2
B : Type u_3
F : Type u_4
E : B → Type u_5
B' : Type u_6
f✝ : B' → B
inst✝¹¹ : TopologicalSpace B'
inst✝¹⁰ : TopologicalSpace (TotalSpace F E)
inst✝⁹ : NontriviallyNormedField 𝕜
inst✝⁸ : NormedAddCommGroup F
inst✝⁷ : NormedSpace 𝕜 F
inst✝⁶ : TopologicalSpace B
inst✝⁵ : (x : B) → AddCommMonoid (E x)
inst✝⁴ : (x : B) → Module 𝕜 (E x)
K : Type u_7
inst✝³ : ContinuousMapClass K B' B
inst✝² : (x : B) → TopologicalSpace (E x)
inst✝¹ : FiberBundle F E
inst✝ : VectorBundle 𝕜 F E
f : K
e : Trivialization F TotalSpace.proj
he : MemTrivializationAtlas e
e' : Trivialization F TotalSpace.proj
he' : MemTrivializationAtlas e'
⊢ ContinuousOn
(fun b => ↑(Trivialization.coordChangeL 𝕜 (Trivialization.pullback e f) (Trivialization.pullback e' f) b))
((Trivialization.pullback e f).baseSet ∩ (Trivialization.pullback e' f).baseSet) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
exact (congr_arg Prod.snd (prod_apply 𝕜 hx.1 hx.2 v₁ v₂) : _)
#align trivialization.continuous_linear_equiv_at_prod Trivialization.continuousLinearEquivAt_prodₓ
end
/-! ### Pullbacks of vector bundles -/
section
variable (R 𝕜 : Type*) {B : Type*} (F : Type*) (E : B → Type*) {B' : Type*} (f : B' → B)
instance [i : ∀ x : B, AddCommMonoid (E x)] (x : B') : AddCommMonoid ((f *ᵖ E) x) := i _
instance [Semiring R] [∀ x : B, AddCommMonoid (E x)] [i : ∀ x, Module R (E x)] (x : B') :
Module R ((f *ᵖ E) x) := i _
variable {E F} [TopologicalSpace B'] [TopologicalSpace (TotalSpace F E)] [NontriviallyNormedField 𝕜]
[NormedAddCommGroup F] [NormedSpace 𝕜 F] [TopologicalSpace B] [∀ x, AddCommMonoid (E x)]
[∀ x, Module 𝕜 (E x)] {K : Type*} [ContinuousMapClass K B' B]
instance Trivialization.pullback_linear (e : Trivialization F (π F E)) [e.IsLinear 𝕜] (f : K) :
(@Trivialization.pullback _ _ _ B' _ _ _ _ _ _ _ e f).IsLinear 𝕜 where
linear _ h := e.linear 𝕜 h
#align trivialization.pullback_linear Trivialization.pullback_linear
instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e, he, rfl⟩ ⟨e', he', rfl⟩
| refine' ((continuousOn_coordChange 𝕜 e e').comp
(map_continuous f).continuousOn fun b hb => hb).congr _ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e, he, rfl⟩ ⟨e', he', rfl⟩
| Mathlib.Topology.VectorBundle.Constructions.184_0.ZrgS90NPsSlDzPQ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
case mk.intro.intro.mk.intro.intro
R : Type u_1
𝕜 : Type u_2
B : Type u_3
F : Type u_4
E : B → Type u_5
B' : Type u_6
f✝ : B' → B
inst✝¹¹ : TopologicalSpace B'
inst✝¹⁰ : TopologicalSpace (TotalSpace F E)
inst✝⁹ : NontriviallyNormedField 𝕜
inst✝⁸ : NormedAddCommGroup F
inst✝⁷ : NormedSpace 𝕜 F
inst✝⁶ : TopologicalSpace B
inst✝⁵ : (x : B) → AddCommMonoid (E x)
inst✝⁴ : (x : B) → Module 𝕜 (E x)
K : Type u_7
inst✝³ : ContinuousMapClass K B' B
inst✝² : (x : B) → TopologicalSpace (E x)
inst✝¹ : FiberBundle F E
inst✝ : VectorBundle 𝕜 F E
f : K
e : Trivialization F TotalSpace.proj
he : MemTrivializationAtlas e
e' : Trivialization F TotalSpace.proj
he' : MemTrivializationAtlas e'
⊢ EqOn (fun b => ↑(Trivialization.coordChangeL 𝕜 (Trivialization.pullback e f) (Trivialization.pullback e' f) b))
((fun b => ↑(Trivialization.coordChangeL 𝕜 e e' b)) ∘ ⇑f) fun b => (e.baseSet ∩ e'.baseSet) (f b) | /-
Copyright © 2022 Nicolò Cavalleri. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Nicolò Cavalleri, Sébastien Gouëzel, Heather Macbeth, Floris van Doorn
-/
import Mathlib.Topology.FiberBundle.Constructions
import Mathlib.Topology.VectorBundle.Basic
#align_import topology.vector_bundle.constructions from "leanprover-community/mathlib"@"e473c3198bb41f68560cab68a0529c854b618833"
/-!
# Standard constructions on vector bundles
This file contains several standard constructions on vector bundles:
* `Bundle.Trivial.vectorBundle 𝕜 B F`: the trivial vector bundle with scalar field `𝕜` and model
fiber `F` over the base `B`
* `VectorBundle.prod`: for vector bundles `E₁` and `E₂` with scalar field `𝕜` over a common base,
a vector bundle structure on their direct sum `E₁ ×ᵇ E₂` (the notation stands for
`fun x ↦ E₁ x × E₂ x`).
* `VectorBundle.pullback`: for a vector bundle `E` over `B`, a vector bundle structure on its
pullback `f *ᵖ E` by a map `f : B' → B` (the notation is a type synonym for `E ∘ f`).
## Tags
Vector bundle, direct sum, pullback
-/
noncomputable section
open Bundle Set FiberBundle Classical
/-! ### The trivial vector bundle -/
namespace Bundle.Trivial
variable (𝕜 : Type*) (B : Type*) (F : Type*) [NontriviallyNormedField 𝕜] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [TopologicalSpace B]
instance trivialization.isLinear : (trivialization B F).IsLinear 𝕜 where
linear _ _ := ⟨fun _ _ => rfl, fun _ _ => rfl⟩
#align bundle.trivial.trivialization.is_linear Bundle.Trivial.trivialization.isLinear
variable {𝕜}
theorem trivialization.coordChangeL (b : B) :
(trivialization B F).coordChangeL 𝕜 (trivialization B F) b =
ContinuousLinearEquiv.refl 𝕜 F := by
ext v
rw [Trivialization.coordChangeL_apply']
exacts [rfl, ⟨mem_univ _, mem_univ _⟩]
set_option linter.uppercaseLean3 false in
#align bundle.trivial.trivialization.coord_changeL Bundle.Trivial.trivialization.coordChangeL
variable (𝕜)
instance vectorBundle : VectorBundle 𝕜 F (Bundle.Trivial B F) where
trivialization_linear' e he := by
rw [eq_trivialization B F e]
infer_instance
continuousOn_coordChange' e e' he he' := by
obtain rfl := eq_trivialization B F e
obtain rfl := eq_trivialization B F e'
simp only [trivialization.coordChangeL]
exact continuous_const.continuousOn
#align bundle.trivial.vector_bundle Bundle.Trivial.vectorBundle
end Bundle.Trivial
/-! ### Direct sum of two vector bundles -/
section
variable (𝕜 : Type*) {B : Type*} [NontriviallyNormedField 𝕜] [TopologicalSpace B] (F₁ : Type*)
[NormedAddCommGroup F₁] [NormedSpace 𝕜 F₁] (E₁ : B → Type*) [TopologicalSpace (TotalSpace F₁ E₁)]
(F₂ : Type*) [NormedAddCommGroup F₂] [NormedSpace 𝕜 F₂] (E₂ : B → Type*)
[TopologicalSpace (TotalSpace F₂ E₂)]
namespace Trivialization
variable {F₁ E₁ F₂ E₂}
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)]
[∀ x, AddCommMonoid (E₂ x)] [∀ x, Module 𝕜 (E₂ x)] (e₁ e₁' : Trivialization F₁ (π F₁ E₁))
(e₂ e₂' : Trivialization F₂ (π F₂ E₂))
instance prod.isLinear [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] : (e₁.prod e₂).IsLinear 𝕜 where
linear := fun _ ⟨h₁, h₂⟩ =>
(((e₁.linear 𝕜 h₁).mk' _).prodMap ((e₂.linear 𝕜 h₂).mk' _)).isLinear
#align trivialization.prod.is_linear Trivialization.prod.isLinear
@[simp]
theorem coordChangeL_prod [e₁.IsLinear 𝕜] [e₁'.IsLinear 𝕜] [e₂.IsLinear 𝕜] [e₂'.IsLinear 𝕜] ⦃b⦄
(hb : b ∈ (e₁.prod e₂).baseSet ∩ (e₁'.prod e₂').baseSet) :
((e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b : F₁ × F₂ →L[𝕜] F₁ × F₂) =
(e₁.coordChangeL 𝕜 e₁' b : F₁ →L[𝕜] F₁).prodMap (e₂.coordChangeL 𝕜 e₂' b) := by
rw [ContinuousLinearMap.ext_iff, ContinuousLinearMap.coe_prodMap']
rintro ⟨v₁, v₂⟩
show
(e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
set_option linter.uppercaseLean3 false in
#align trivialization.coord_changeL_prod Trivialization.coordChangeL_prod
variable {e₁ e₂} [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
theorem prod_apply [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B} (hx₁ : x ∈ e₁.baseSet)
(hx₂ : x ∈ e₂.baseSet) (v₁ : E₁ x) (v₂ : E₂ x) :
prod e₁ e₂ ⟨x, (v₁, v₂)⟩ =
⟨x, e₁.continuousLinearEquivAt 𝕜 x hx₁ v₁, e₂.continuousLinearEquivAt 𝕜 x hx₂ v₂⟩ :=
rfl
#align trivialization.prod_apply Trivialization.prod_apply
end Trivialization
open Trivialization
variable [∀ x, AddCommMonoid (E₁ x)] [∀ x, Module 𝕜 (E₁ x)] [∀ x, AddCommMonoid (E₂ x)]
[∀ x, Module 𝕜 (E₂ x)] [∀ x : B, TopologicalSpace (E₁ x)] [∀ x : B, TopologicalSpace (E₂ x)]
[FiberBundle F₁ E₁] [FiberBundle F₂ E₂]
/-- The product of two vector bundles is a vector bundle. -/
instance VectorBundle.prod [VectorBundle 𝕜 F₁ E₁] [VectorBundle 𝕜 F₂ E₂] :
VectorBundle 𝕜 (F₁ × F₂) (E₁ ×ᵇ E₂) where
trivialization_linear' := by
rintro _ ⟨e₁, e₂, he₁, he₂, rfl⟩; skip
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e₁, e₂, he₁, he₂, rfl⟩ ⟨e₁', e₂', he₁', he₂', rfl⟩; skip
refine' (((continuousOn_coordChange 𝕜 e₁ e₁').mono _).prod_mapL 𝕜
((continuousOn_coordChange 𝕜 e₂ e₂').mono _)).congr _ <;>
dsimp only [baseSet_prod, mfld_simps]
· mfld_set_tac
· mfld_set_tac
· rintro b hb
rw [ContinuousLinearMap.ext_iff]
rintro ⟨v₁, v₂⟩
show (e₁.prod e₂).coordChangeL 𝕜 (e₁'.prod e₂') b (v₁, v₂) =
(e₁.coordChangeL 𝕜 e₁' b v₁, e₂.coordChangeL 𝕜 e₂' b v₂)
rw [e₁.coordChangeL_apply e₁', e₂.coordChangeL_apply e₂', (e₁.prod e₂).coordChangeL_apply']
exacts [rfl, hb, ⟨hb.1.2, hb.2.2⟩, ⟨hb.1.1, hb.2.1⟩]
#align vector_bundle.prod VectorBundle.prod
variable {𝕜 F₁ E₁ F₂ E₂}
@[simp] -- porting note: changed arguments to make `simpNF` happy: merged `hx₁` and `hx₂` into `hx`
theorem Trivialization.continuousLinearEquivAt_prod {e₁ : Trivialization F₁ (π F₁ E₁)}
{e₂ : Trivialization F₂ (π F₂ E₂)} [e₁.IsLinear 𝕜] [e₂.IsLinear 𝕜] {x : B}
(hx : x ∈ (e₁.prod e₂).baseSet) :
(e₁.prod e₂).continuousLinearEquivAt 𝕜 x hx =
(e₁.continuousLinearEquivAt 𝕜 x hx.1).prod (e₂.continuousLinearEquivAt 𝕜 x hx.2) := by
ext v : 2
obtain ⟨v₁, v₂⟩ := v
rw [(e₁.prod e₂).continuousLinearEquivAt_apply 𝕜, Trivialization.prod]
exact (congr_arg Prod.snd (prod_apply 𝕜 hx.1 hx.2 v₁ v₂) : _)
#align trivialization.continuous_linear_equiv_at_prod Trivialization.continuousLinearEquivAt_prodₓ
end
/-! ### Pullbacks of vector bundles -/
section
variable (R 𝕜 : Type*) {B : Type*} (F : Type*) (E : B → Type*) {B' : Type*} (f : B' → B)
instance [i : ∀ x : B, AddCommMonoid (E x)] (x : B') : AddCommMonoid ((f *ᵖ E) x) := i _
instance [Semiring R] [∀ x : B, AddCommMonoid (E x)] [i : ∀ x, Module R (E x)] (x : B') :
Module R ((f *ᵖ E) x) := i _
variable {E F} [TopologicalSpace B'] [TopologicalSpace (TotalSpace F E)] [NontriviallyNormedField 𝕜]
[NormedAddCommGroup F] [NormedSpace 𝕜 F] [TopologicalSpace B] [∀ x, AddCommMonoid (E x)]
[∀ x, Module 𝕜 (E x)] {K : Type*} [ContinuousMapClass K B' B]
instance Trivialization.pullback_linear (e : Trivialization F (π F E)) [e.IsLinear 𝕜] (f : K) :
(@Trivialization.pullback _ _ _ B' _ _ _ _ _ _ _ e f).IsLinear 𝕜 where
linear _ h := e.linear 𝕜 h
#align trivialization.pullback_linear Trivialization.pullback_linear
instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e, he, rfl⟩ ⟨e', he', rfl⟩
refine' ((continuousOn_coordChange 𝕜 e e').comp
(map_continuous f).continuousOn fun b hb => hb).congr _
| rintro b (hb : f b ∈ e.baseSet ∩ e'.baseSet) | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' := by
rintro _ ⟨e, he, rfl⟩
infer_instance
continuousOn_coordChange' := by
rintro _ _ ⟨e, he, rfl⟩ ⟨e', he', rfl⟩
refine' ((continuousOn_coordChange 𝕜 e e').comp
(map_continuous f).continuousOn fun b hb => hb).congr _
| Mathlib.Topology.VectorBundle.Constructions.184_0.ZrgS90NPsSlDzPQ | instance VectorBundle.pullback [∀ x, TopologicalSpace (E x)] [FiberBundle F E] [VectorBundle 𝕜 F E]
(f : K) : VectorBundle 𝕜 F ((f : B' → B) *ᵖ E) where
trivialization_linear' | Mathlib_Topology_VectorBundle_Constructions |
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