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Mathlib/MeasureTheory/Function/ConvergenceInMeasure.lean

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -362,7 +362,7 @@ end ExistsSeqTendstoAe
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is bounded by some constant `C`, then the `eLpNorm` of its limit is also bounded by `C`. -/
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lemma eLpNorm_le_of_tendstoInMeasure {ι : Type*} [SeminormedAddGroup E]
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{u : Filter ι} [NeBot u] [IsCountablyGenerated u] {f : ι → α → E} {g : α → E} {C : ℝ≥0∞}
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(p : ℝ≥0) (bound : ∀ᶠ i in u, eLpNorm (f i) p μ ≤ C) (h_tendsto : TendstoInMeasure μ f u g)
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{p : ℝ≥0} (bound : ∀ᶠ i in u, eLpNorm (f i) p μ ≤ C) (h_tendsto : TendstoInMeasure μ f u g)
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(hf : ∀ i, AEStronglyMeasurable (f i) μ) : eLpNorm g p μ ≤ C := by
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obtain ⟨l, hl⟩ := h_tendsto.exists_seq_tendsto_ae'
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exact Lp.eLpNorm_le_of_ae_tendsto (hl.1.eventually bound) (fun n => hf (l n)) hl.2

Mathlib/MeasureTheory/Function/UniformIntegrable.lean

Lines changed: 24 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -674,32 +674,33 @@ theorem unifIntegrable_of (hp : 1 ≤ p) (hp' : p ≠ ∞) {f : ι → α → β
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/-- If `fn` is `UnifIntegrable`, then the family of limits in probability of sequences of `fn` is
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`UnifIntegrable`. -/
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lemma UnifIntegrable.unifIntegrable_of_tendstoInMeasure {fn : ι → α → β} (p : ℝ≥0∞)
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lemma UnifIntegrable.unifIntegrable_of_tendstoInMeasure {fn : ι → α → β}
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(hUI : UnifIntegrable fn p μ) (hfn : ∀ i, AEStronglyMeasurable (fn i) μ) :
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UnifIntegrable (fun (f : {g : α → β | ∃ ni : ℕ → ι,
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TendstoInMeasure μ (fn ∘ ni) atTop g}) ↦ f.1) p μ := by
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refine fun ε hε => ?_
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obtain ⟨δ, hδ, hδ'⟩ := hUI hε
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refine ⟨δ, hδ, fun ⟨f, s, hs⟩ t ht ht' => ?_⟩
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refine eLpNorm_le_of_tendstoInMeasure p
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refine eLpNorm_le_of_tendstoInMeasure
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(Eventually.of_forall fun n => hδ' (s n) t ht ht') (hs.indicator t) ?_
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exact fun n => (hfn (s n)).indicator ht
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/-- If `fn` is `UnifIntegrable`, then the family of a.e. limits of sequences of `fn` is
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`UnifIntegrable`. -/
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lemma UnifIntegrable.unifIntegrable_of_tendsto_ae {fn : ι → α → β} (p : ℝ≥0)
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(hUI : UnifIntegrable fn p μ) (hfn : ∀ i, AEStronglyMeasurable (fn i) μ) :
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lemma UnifIntegrable.unifIntegrable_of_tendsto_ae {fn : ι → α → β} (hUI : UnifIntegrable fn p μ)
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(hfn : ∀ i, AEStronglyMeasurable (fn i) μ) :
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UnifIntegrable (fun (f : {g : α → β | ∃ ni : ℕ → ι,
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∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ fn (ni n) x) atTop (nhds (g x))}) ↦ f.1) p μ := by
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refine fun ε hε => ?_
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obtain ⟨δ, hδ, hδ'⟩ := hUI hε
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refine ⟨δ, hδ, fun ⟨f, s, hs⟩ t ht ht' => ?_⟩
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refine seq_tendsto_ae_bounded p (fun n => hδ' (s n) t ht ht') ?_ ?_
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refine Lp.eLpNorm_le_of_ae_tendsto
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(Eventually.of_forall (f := atTop) fun n => hδ' (s n) t ht ht') ?_ ?_
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· exact fun n => (hfn (s n)).indicator ht
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· filter_upwards [hs] with a ha
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by_cases memt : a ∈ t
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· simpa [memt]
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· simp [memt]
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· exact fun n => (hfn (s n)).indicator ht
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end UnifIntegrable
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@@ -919,16 +920,27 @@ theorem uniformIntegrable_average_real (hp : 1 ≤ p) {f : ℕ → α → ℝ} (
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/-- If `fn` is `UniformIntegrable`, then the family of limits in probability of sequences of `fn` is
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`UniformIntegrable`. -/
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lemma UniformIntegrable.uniformIntegrable_of_tendstoInMeasure
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{α β ι : Type*} {m : MeasurableSpace α} {μ : Measure α} [NormedAddCommGroup β]
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{fn : ι → α → β} (p : ℝ≥0∞) (hUI : UniformIntegrable fn p μ) :
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lemma UniformIntegrable.uniformIntegrable_of_tendstoInMeasure {fn : ι → α → β}
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(hUI : UniformIntegrable fn p μ) :
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UniformIntegrable (fun (f : {g : α → β | ∃ ni : ℕ → ι,
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TendstoInMeasure μ (fn ∘ ni) atTop g}) ↦ f.1) p μ := by
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refine ⟨fun ⟨f, s, hs⟩ => ?_, hUI.2.1.unifIntegrable_of_tendstoInMeasure p (fun i => hUI.1 i), ?_⟩
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refine ⟨fun ⟨f, s, hs⟩ => ?_, hUI.2.1.unifIntegrable_of_tendstoInMeasure (fun i => hUI.1 i), ?_⟩
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· exact hs.aestronglyMeasurable (fun n => hUI.1 (s n))
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· obtain ⟨C, hC⟩ := hUI.2.2
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refine ⟨C, fun ⟨f, s, hs⟩ => ?_⟩
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exact tendstoInMeasure_bounded p (fun n => hC (s n)) hs (fun n => hUI.1 (s n))
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exact ⟨C, fun ⟨f, s, hs⟩ => eLpNorm_le_of_tendstoInMeasure
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(Eventually.of_forall fun n => hC (s n)) hs (fun n => hUI.1 (s n))⟩
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/-- If `fn` is `UniformIntegrable`, then the family of a.e. limits of sequences of `fn` is
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`UniformIntegrable`. -/
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lemma UniformIntegrable.uniformIntegrable_of_tendsto_ae {fn : ι → α → β}
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(hUI : UniformIntegrable fn p μ) :
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UniformIntegrable (fun (f : {g : α → β | ∃ ni : ℕ → ι,
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∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ fn (ni n) x) atTop (nhds (g x))}) ↦ f.1) p μ := by
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refine ⟨fun ⟨f, s, hs⟩ => ?_, hUI.2.1.unifIntegrable_of_tendsto_ae (fun i => hUI.1 i), ?_⟩
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· exact aestronglyMeasurable_of_tendsto_ae atTop (fun n => hUI.1 (s n)) hs
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· obtain ⟨C, hC⟩ := hUI.2.2
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exact ⟨C, fun ⟨f, s, hs⟩ => Lp.eLpNorm_le_of_ae_tendsto
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(Eventually.of_forall fun n => hC (s n)) (fun n => hUI.1 (s n)) hs⟩
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end UniformIntegrable
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