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Mathlib.MeasureTheory.Function.LocallyIntegrable

Locally integrable functions #

A function is called locally integrable (MeasureTheory.LocallyIntegrable) if it is integrable on a neighborhood of every point. More generally, it is locally integrable on s if it is locally integrable on a neighbourhood within s of any point of s.

This file contains properties of locally integrable functions, and integrability results on compact sets.

Main statements #

A function f : X → E is locally integrable on s, for s ⊆ X, if for every x ∈ s there is a neighbourhood of x within s on which f is integrable. (Note this is, in general, strictly weaker than local integrability with respect to μ.restrict s.)

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    If a function is locally integrable on a compact set, then it is integrable on that set.

    theorem MeasureTheory.LocallyIntegrableOn.exists_countable_integrableOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : MeasureTheory.Measure X} {s : Set X} [TopologicalSpace.SecondCountableTopology X] (hf : MeasureTheory.LocallyIntegrableOn f s) :
    T, Set.Countable T (∀ (u : Set X), u TIsOpen u) s ⋃ (u : Set X) (_ : u T), u ∀ (u : Set X), u TMeasureTheory.IntegrableOn f (u s)

    If a function f is locally integrable on a set s in a second countable topological space, then there exist countably many open sets u covering s such that f is integrable on each set u ∩ s.

    If a function f is locally integrable on a set s in a second countable topological space, then there exists a sequence of open sets u n covering s such that f is integrable on each set u n ∩ s.

    If s is either open, or closed, then f is locally integrable on s iff it is integrable on every compact subset contained in s.

    A function f : X → E is locally integrable if it is integrable on a neighborhood of every point. In particular, it is integrable on all compact sets, see LocallyIntegrable.integrableOn_isCompact.

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      If f is locally integrable with respect to μ.restrict s, it is locally integrable on s. (See locallyIntegrableOn_iff_locallyIntegrable_restrict for an iff statement when s is closed.)

      If s is closed, being locally integrable on s wrt μ is equivalent to being locally integrable with respect to μ.restrict s. For the one-way implication without assuming s closed, see locallyIntegrableOn_of_locallyIntegrable_restrict.

      If a function is locally integrable, then it is integrable on any compact set.

      If a function is locally integrable, then it is integrable on an open neighborhood of any compact set.

      If a function is locally integrable in a second countable topological space, then there exists a sequence of open sets covering the space on which it is integrable.

      theorem MeasureTheory.locallyIntegrable_finset_sum' {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : MeasureTheory.Measure X} {ι : Type u_5} (s : Finset ι) {f : ιXE} (hf : ∀ (i : ι), i sMeasureTheory.LocallyIntegrable (f i)) :
      theorem MeasureTheory.locallyIntegrable_finset_sum {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : MeasureTheory.Measure X} {ι : Type u_5} (s : Finset ι) {f : ιXE} (hf : ∀ (i : ι), i sMeasureTheory.LocallyIntegrable (f i)) :

      If f is locally integrable and g is continuous with compact support, then g • f is integrable.

      If f is locally integrable and g is continuous with compact support, then f • g is integrable.

      A continuous function f is locally integrable with respect to any locally finite measure.

      A function f continuous on a set K is locally integrable on this set with respect to any locally finite measure.

      A function f continuous on a compact set K is integrable on this set with respect to any locally finite measure.

      A continuous function with compact support is integrable on the whole space.

      theorem MeasureTheory.IntegrableOn.mul_continuousOn_of_subset {X : Type u_1} {R : Type u_4} [MeasurableSpace X] [TopologicalSpace X] {μ : MeasureTheory.Measure X} [OpensMeasurableSpace X] {A : Set X} {K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g : XR} {g' : XR} (hg : MeasureTheory.IntegrableOn g A) (hg' : ContinuousOn g' K) (hA : MeasurableSet A) (hK : IsCompact K) (hAK : A K) :
      MeasureTheory.IntegrableOn (fun x => g x * g' x) A
      theorem MeasureTheory.IntegrableOn.mul_continuousOn {X : Type u_1} {R : Type u_4} [MeasurableSpace X] [TopologicalSpace X] {μ : MeasureTheory.Measure X} [OpensMeasurableSpace X] {K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g : XR} {g' : XR} [T2Space X] (hg : MeasureTheory.IntegrableOn g K) (hg' : ContinuousOn g' K) (hK : IsCompact K) :
      MeasureTheory.IntegrableOn (fun x => g x * g' x) K
      theorem MeasureTheory.IntegrableOn.continuousOn_mul_of_subset {X : Type u_1} {R : Type u_4} [MeasurableSpace X] [TopologicalSpace X] {μ : MeasureTheory.Measure X} [OpensMeasurableSpace X] {A : Set X} {K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g : XR} {g' : XR} (hg : ContinuousOn g K) (hg' : MeasureTheory.IntegrableOn g' A) (hK : IsCompact K) (hA : MeasurableSet A) (hAK : A K) :
      MeasureTheory.IntegrableOn (fun x => g x * g' x) A
      theorem MeasureTheory.IntegrableOn.continuousOn_mul {X : Type u_1} {R : Type u_4} [MeasurableSpace X] [TopologicalSpace X] {μ : MeasureTheory.Measure X} [OpensMeasurableSpace X] {K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g : XR} {g' : XR} [T2Space X] (hg : ContinuousOn g K) (hg' : MeasureTheory.IntegrableOn g' K) (hK : IsCompact K) :
      MeasureTheory.IntegrableOn (fun x => g x * g' x) K
      theorem MeasureTheory.IntegrableOn.continuousOn_smul {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : MeasureTheory.Measure X} [OpensMeasurableSpace X] {K : Set X} {𝕜 : Type u_5} [NormedField 𝕜] [NormedSpace 𝕜 E] [T2Space X] [SecondCountableTopologyEither X 𝕜] {g : XE} (hg : MeasureTheory.IntegrableOn g K) {f : X𝕜} (hf : ContinuousOn f K) (hK : IsCompact K) :
      MeasureTheory.IntegrableOn (fun x => f x g x) K
      theorem MeasureTheory.IntegrableOn.smul_continuousOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : MeasureTheory.Measure X} [OpensMeasurableSpace X] {K : Set X} {𝕜 : Type u_5} [NormedField 𝕜] [NormedSpace 𝕜 E] [T2Space X] [SecondCountableTopologyEither X E] {f : X𝕜} (hf : MeasureTheory.IntegrableOn f K) {g : XE} (hg : ContinuousOn g K) (hK : IsCompact K) :
      MeasureTheory.IntegrableOn (fun x => f x g x) K