@@ -3,7 +3,7 @@ Copyright (c) 2024 Yoh Tanimoto. All rights reserved.
33Released under Apache 2.0 license as described in the file LICENSE.
44Authors: Yoh Tanimoto, Oliver Butterley
55-/
6- import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap
6+ import Mathlib.MeasureTheory.Integral.Bochner.Set
77import Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Basic
88import Mathlib.Order.Interval.Set.Union
99
@@ -346,87 +346,4 @@ theorem integral_rieszMeasure (f : C_c(X, ℝ)) : ∫ x, f x ∂(rieszMeasure Λ
346346 -- prove the inequality for `f`
347347 · exact integral_riesz_aux Λ f
348348
349- -- Note: the assumption `IsFiniteMeasureOnCompacts μ` cannot be removed. For example, if
350- -- `μ` is infinite on any nonempty set and `ν = 0`, then the hypothese are satisfied.
351- lemma compare_measure_of_compact_sets {μ ν : Measure X} [ν.OuterRegular]
352- [IsFiniteMeasureOnCompacts ν] [IsFiniteMeasureOnCompacts μ]
353- (hμν : ∀ (f : C_c(X, ℝ)), ∫ (x : X), f x ∂μ ≤ ∫ (x : X), f x ∂ν)
354- ⦃K : Set X⦄ (hK : IsCompact K) : μ K ≤ ν K := by
355- refine ENNReal.le_of_forall_pos_le_add fun ε hε hν ↦ ?_
356- have hνK : ν K ≠ ⊤ := hν.ne
357- have hμK : μ K ≠ ⊤ := hK.measure_lt_top.ne
358- obtain ⟨V, pV1, pV2, pV3⟩ : ∃ V ⊇ K, IsOpen V ∧ ν V ≤ ν K + ε := by
359- exact Set.exists_isOpen_le_add K ν (ne_of_gt (ENNReal.coe_lt_coe.mpr hε))
360- suffices (μ K).toReal ≤ (ν K).toReal + ε by
361- rw [← ENNReal.toReal_le_toReal, ENNReal.toReal_add, ENNReal.coe_toReal]
362- all_goals finiteness
363- have VltTop : ν V < ⊤ := pV3.trans_lt <| by finiteness
364- obtain ⟨f, pf1, pf2, pf3⟩ :
365- ∃ f : C_c(X, ℝ), Set.EqOn (⇑f) 1 K ∧ tsupport ⇑f ⊆ V ∧ ∀ (x : X), f x ∈ Set.Icc 0 1 := by
366- obtain ⟨f, hf1, hf2, hf3⟩ := exists_continuous_one_of_compact_subset_open hK pV2 pV1
367- exact ⟨⟨f, hasCompactSupport_def.mpr hf2⟩, hf1, hf3⟩
368- have hfV (x : X) : f x ≤ V.indicator 1 x := by
369- by_cases hx : x ∈ tsupport f
370- · simp [(pf2 hx), (pf3 x).2 ]
371- · simp [image_eq_zero_of_notMem_tsupport hx, Set.indicator_nonneg]
372- have hfK (x : X) : K.indicator 1 x ≤ f x := by
373- by_cases hx : x ∈ K
374- · simp [hx, pf1 hx]
375- · simp [hx, (pf3 x).1 ]
376- calc
377- (μ K).toReal = ∫ (x : X), K.indicator 1 x ∂μ := by
378- rw [integral_indicator_one hK.measurableSet, measureReal_def]
379- _ ≤ ∫ (x : X), (f x : ℝ) ∂μ := by
380- refine integral_mono ?_ f.integrable hfK
381- exact (continuousOn_const.integrableOn_compact hK).integrable_indicator hK.measurableSet
382- _ ≤ ∫ (x : X), (f x : ℝ) ∂ν := hμν f
383- _ ≤ ∫ (x : X), V.indicator 1 x ∂ν := by
384- refine integral_mono f.integrable ?_ hfV
385- exact IntegrableOn.integrable_indicator integrableOn_const pV2.measurableSet
386- _ ≤ (ν K).toReal + ↑ε := by
387- rwa [integral_indicator_one pV2.measurableSet, measureReal_def,
388- ← ENNReal.coe_toReal, ← ENNReal.toReal_add, ENNReal.toReal_le_toReal]
389- all_goals finiteness
390-
391- /-- If two regular measures give the same integral for every function in `C_c(X, ℝ)`,
392- then they are equal. -/
393- theorem eq_of_integral_eq_on_Cc {μ ν : Measure X} [Measure.Regular μ] [Measure.Regular ν]
394- (hμν : ∀ (f : C_c(X, ℝ)), ∫ (x : X), f x ∂μ = ∫ (x : X), f x ∂ν) : μ = ν := by
395- apply Measure.OuterRegular.eq_of_eq_on_isOpen
396- apply Measure.InnerRegularWRT.eq_on_q_of_eq_on_p
397- · exact Measure.Regular.innerRegular
398- · exact Measure.Regular.innerRegular
399- · intro K hK
400- apply le_antisymm
401- · exact compare_measure_of_compact_sets (fun f ↦ le_of_eq (hμν f)) hK
402- · exact compare_measure_of_compact_sets (fun f ↦ ge_of_eq (hμν f)) hK
403-
404- /-- Let μ be a measure that is finite on compact sets. Then μ induces a positive
405- linear functional on C_c(X, ℝ). -/
406- @[simps!]
407- noncomputable def integralPositiveLinearMap (μ : Measure X) [OpensMeasurableSpace X]
408- [MeasureTheory.IsFiniteMeasureOnCompacts μ] : C_c(X, ℝ) →ₚ[ℝ] ℝ :=
409- PositiveLinearMap.mk₀
410- { toFun f := ∫ (x : X), f x ∂μ,
411- map_add' f g := integral_add' f.integrable g.integrable
412- map_smul' c f := integral_smul c f }
413- fun _ ↦ integral_nonneg
414-
415- /-- If two regular measures induce the same positive linear functional on `C_c(X, ℝ)`,
416- then they are equal. -/
417- theorem eq_of_eq_integralPositiveLinearMap {μ ν : Measure X}
418- [Measure.Regular μ] [Measure.Regular ν]
419- (hμν : integralPositiveLinearMap μ = integralPositiveLinearMap ν) : μ = ν :=
420- eq_of_integral_eq_on_Cc fun f ↦ congr($hμν f)
421-
422- /-The Riesz measure induced by a positive linear functional on `C_c(X, ℝ)` is regular.-/
423- instance rieszMeasure_regular (Λ : C_c(X, ℝ) →ₚ[ℝ] ℝ) : (rieszMeasure Λ).Regular :=
424- rieszContent (CompactlySupportedContinuousMap.toNNRealLinear Λ) |>.regular
425-
426- /-- RealRMK.rieszMeasure is a surjective function. That is, every regular measure is induced by a
427- positive linear functional on `C_c(X, ℝ)`. -/
428- theorem rieszMeasure_surjective {μ : Measure X} [Measure.Regular μ] :
429- μ = rieszMeasure (integralPositiveLinearMap μ) :=
430- eq_of_integral_eq_on_Cc fun f ↦ (integral_rieszMeasure (integralPositiveLinearMap μ) f).symm
431-
432349end RealRMK
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