diff --git a/CHANGELOG_UNRELEASED.md b/CHANGELOG_UNRELEASED.md index 606bd3a17..3cd6b6edc 100644 --- a/CHANGELOG_UNRELEASED.md +++ b/CHANGELOG_UNRELEASED.md @@ -44,6 +44,9 @@ + definition `product_subprobability` + lemma `product_subprobability_setC` +- in `lebesgue_integral_theory/lebesgue_integrable.v` + + lemma `null_set_integrable` + - new file `lebesgue_integral_theory/giry.v` + definition `measure_eq` + definition `giry` @@ -72,6 +75,9 @@ - in `subspace_topology.v`: + definition `from_subspace` +- in `lebesgue_integrable.v`: + + lemma `integrable_set0` + ### Changed - in `charge.v`: @@ -118,6 +124,8 @@ `integration_by_substitution_onem`, `Rintegration_by_substitution_onem` +- in `lebesgue_integral_theory/lebesgue_integrable.v` + + lemma `null_set_integral` ### Deprecated diff --git a/theories/charge.v b/theories/charge.v index 9a0794264..2b4c9a09c 100644 --- a/theories/charge.v +++ b/theories/charge.v @@ -1260,7 +1260,8 @@ rewrite (le_trans (le_abse_integral _ _ _))//=. by case/integrableP : intnf => /= + _; exact: measurable_funTS. rewrite le_eqVlt; apply/orP; left; apply/eqP. under eq_integral do rewrite abse_id. -by apply: null_set_integral => //=; exact: integrableS intnf. +apply: null_set_integral => //=. +by apply: measurable_funTS; apply: measurable_int intnf. Qed. End dominates_induced. diff --git a/theories/lebesgue_integral_theory/lebesgue_integrable.v b/theories/lebesgue_integral_theory/lebesgue_integrable.v index 816623aa8..5db7d85fb 100644 --- a/theories/lebesgue_integral_theory/lebesgue_integrable.v +++ b/theories/lebesgue_integral_theory/lebesgue_integrable.v @@ -135,6 +135,12 @@ apply/integrableP; split=> //; under eq_integral do rewrite (gee0_abs (lexx 0)). by rewrite integral0. Qed. +Lemma integrable_set0 f : mu.-integrable set0 f. +Proof. +apply/integrableP; split; first exact: measurable_fun_set0. +by rewrite integral_set0. +Qed. + Lemma eq_integrable f g : {in D, f =1 g} -> mu_int f -> mu_int g. Proof. move=> fg /integrableP[mf fi]; apply/integrableP; split. @@ -811,11 +817,19 @@ congr (_ - _); apply: ge0_negligible_integral => //; apply: (measurable_int mu). exact: integrable_funeneg. Qed. +Lemma null_set_integrable (N : set T) (f : T -> \bar R) : + measurable N -> measurable_fun N f -> mu N = 0 -> mu.-integrable N f. +Proof. +move=> mN mf muN0. +by rewrite (negligible_integrable mN) ?setDv//; exact: integrable_set0. +Qed. + Lemma null_set_integral (N : set T) (f : T -> \bar R) : - measurable N -> mu.-integrable N f -> - mu N = 0 -> \int[mu]_(x in N) f x = 0. + measurable N -> measurable_fun N f -> mu N = 0 -> \int[mu]_(x in N) f x = 0. Proof. -by move=> mN intf ?; rewrite (negligible_integral mN mN)// setDv integral_set0. +move=> mN mf N0. +rewrite (negligible_integral mN mN) ?setDv ?integral_set0//. +exact: null_set_integrable. Qed. End negligible_integral. diff --git a/theories/probability.v b/theories/probability.v index 1f9c02b6e..0c8762181 100644 --- a/theories/probability.v +++ b/theories/probability.v @@ -1876,8 +1876,8 @@ Lemma normal_prob_dominates : normal_prob `<< mu. Proof. apply/null_content_dominatesP=> A mA muA0; rewrite /normal_prob /normal_pdf. have [s0|s0] := eqVneq sigma 0. - apply: null_set_integral => //=; apply: (integrableS measurableT) => //=. - exact: integrable_indic_itv. + apply: null_set_integral => //=; apply: measurable_funTS => /=. + exact/measurable_EFinP/measurable_indic. apply/eqP; rewrite eq_le; apply/andP; split; last first. apply: integral_ge0 => x _. by rewrite lee_fin mulr_ge0 ?normal_peak_ge0 ?normal_fun_ge0.